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Ray attended Bishop Miege High School in Roeland Park, Kansas, where he played football and competed in track. In football, he earned first-team all-state honors as a senior after totaling 100 tackles, including 16 tackles for loss, 10.5 sacks, three forced fumbles. In track & field, Ray competed in the throwing events. At the 2010 Baker Relays, he took gold in the shot put event with a throw of 14.60 meters (47 ft 9 in).[1]

After redshirting in his first season, he made 16 tackles, including 2.5 for loss, in 12 games as a backup defensive end for the Tigers. In 2013, played in all 14 games, recording 39 tackles, including nine for loss, and 4.5 sacks despite backing up Kony Ealy and Michael Sam. In 2014, he began to emerge as one of the premier pass rushers in the SEC. Through the first five games of the season, he set a new career high in tackles for loss (11) and sacks (8).[4] In the 2014 SEC Championship Game, he was ejected from the game after targeting AlabamaquarterbackBlake Sims after throwing for what turned out to be a 58-yard touchdown to DeAndrew White.[5] He cooled off towards the end of the season, but he still finished with 65 tackles, 22.5 TFL and 14.5 sacks, breaking the record of 11.5 that was owned by both Michael Sam and Aldon Smith. Following the season, he was named a consensus All-American and the SEC Defensive Player of the Year.[6][7]

Ray was prevented from participating in drills at the NFL Combine due to a foot injury similar to turf toe that he obtained during the 2015 Citrus Bowl, however many doctors have said surgery is not needed.

On April 27, 2015, days before the 2015 NFL Draft, Ray was cited for possession of marijuana.[10][11]

On September 18, 2016, Ray scored his first career touchdown after a forced fumble was caused by Von Miller to seal a Broncos victory against the Indianapolis Colts by a score of 34-20.

On September 25, 2016, Ray recorded a career-high three sacks in a 29-17 victory against the Cincinnati Bengals to help the Broncos improve to 3-0.

On July 28, 2017, it was revealed that Ray had suffered a torn ligament in his wrist, which ruled him out for six to eight weeks.[15] He was placed on injured reserve on September 4, 2017, making him eligible to return in 2017.[16] He was activated off injured reserve on October 30 for the team's Week 8 matchup against the Chiefs.[17] He was placed back on injured reserve on December 19, 2017 after having his third wrist surgery.[18]

On May 2, 2018, the Broncos declined Ray's fifth-year option.[19] On June 6, 2018, it was reported that Ray would require another wrist surgery that would sideline him for at least three months.[20]

Shane's father, Wendell Ray, lettered at Missouri from 1978-1980 at the linebacker position and was a fifth-round draft pick in the 1981 NFL Draft by the Minnesota Vikings, but never played a regular-season game in the NFL. In an interview with Bleacher Report, Shane states that he and his mother were "trying to make it off food stamps."[23] He then goes on to state that his mother "did it all by herself."[23]